The wonderful thing about Jamie Lloyd's production of Macbethis that the Scottish play is Scottish. There is a rightness about the accents – it's almost as if one had only heard the play in translation until now. It is tremendous to hear James McAvoy's Macbeth say: "the multitudinous seas incarnadine" rolling the "r", giving the line new momentum. Yet designer Soutra Gilmour's stricken set – a concrete bunker filled with overturned office chairs – is not necessarily Scottish. We could be anywhere. And it is immediately obvious that this production is going to do Macbeth the hard way. It's set in a dystopian future in which everyone looks as if they have recently had a mud or blood bath, the witches wear gas masks and Banquo is so bloody he looks as though he ought to go straight to A&E. One feels one is about to watch a play by Sarah Kane.

Macbeth works well, in part, as a text for the future – Shakespeare is hospitable and Ross's words strike a chord: "Alas, poor country!/ Almost afraid to know itself". Be prepared for endurance theatre with a level of violence that had me closing my eyes (Lady Macduff's strangulation, her boy's murder). Be ready, too, for an excellent and harrowing performance from McAvoy. His Macbeth is possessed with manic brutality. We often glimpse, unnervingly, the whites of his eyes and the sudden blaze of his smile. He is a man of action whose words go awol: he chokes on "amen" and the names of the men he has killed. After murdering Duncan, he and his wife wear sleeves of blood up to their elbows.

Claire Foy's dysfunctional Lady Macbeth – in clodhopping boots and otherwise waifish attire – can taunt for Scotland. She nags the air as if it were her husband. When she talks about how she would smash her newborn baby's skull rather than break a promise, Foy makes this obscene vignette more shocking than I have ever heard it. But her performance would be more powerful still if it built more – she quivers too soon. Forbes Masson's Banquo is outstanding as the man who knows too much and returns as a canny ghost. He stands on top of the banqueting table with his arms ambiguously open and a bloody smile. Jamie Ballard's Macduff is more hit-and-miss – a touch self-conscious – although he comes into his own as he roars about his right to grieve.

Lloyd's vision has integrity but I missed any sense of nobility. From the start, the Macbeths are abject, with no distance to fall – it makes them less tragic. I yearned for the criminal glamour at the play's heart. Macbeth never rises above big-booted butchery. He's an axeman who keeps acquiring extra meat cleavers. And, in keeping with the evening's visceral spirit, the poetry is, too often, minced – a further casualty in the pile-up.

In Anders Lustgarten's If You Don't Let Us Dream, We Won't Let You Sleep, there is no break from hard places and dystopias. This polemic, lasting just over an hour, uses the Royal Court's stage as soapbox. Lustgarten's mission is to educate audiences – whom he supposes to be blinkered – about global economics, and to show how solving debt is, outrageously, seen to be more important than saving people's lives. He wants us to recognise that "austerity" measures are bogus and about "reshaping not just government but our basic understanding of what it means to be a member of society, in order to serve the needs of financial markets". He comes up with an idea about banks creating "social bonds" to privatise rape and other crimes – a nightmarish satire to reveal a truth. A first-rate, multi-tasking cast, authoritatively directed by Simon Godwin, play bankers, businessmen, nurses, health and safety officers, agitators… They make you think, flinch and laugh. There is a wild-card humour here: I enjoyed the potshot against the film The King's Speech (smuggling in a call to abolish the monarchy), and the reaction when a character walks in with Starbucks coffee ("I'd rather gargle with Michael Gove's urine"). But for all its intellectual clout, anarchic heart and swank, the characters are perfunctory – no more than servants of the play's timely ideas. It's a reminder that didactic writing seldom makes great theatre.

In 1976 A Chorus Line took London by storm with its bare stage, its daring outspokenness about homosexuality and its willingness to focus on Broadway in a non-starry way, through the eyes of auditioning actors. Its edge is hardly "cutting" now, but Marvin Hamlisch's musical is bittersweet as ever, with its catchy songs and feel-good formula. I found it a gorgeous treat. Bob Avian's meticulous direction keeps sentimentality at bay, and the Palladium's colossal stage works perfectly: an empty rehearsal room, a single white line, a mirror at the back of the stage in which the audience is reflected. There is constant interest in the colourful miscellany of dancers – varied, fresh and exuberant – and in their breathless director. And the greatest fun is in turning into a furtive casting director oneself. I was particularly taken by the naturalness of Victoria Hamilton-Barritt's Diana, Gary Wood's sinuous Paul and James T Lane's Richie, who combines athleticism with attitude. The story may be about individuality but it is not a "singular" sensation. As its glorious final number – performed in gold uniform – makes clear, it is triumphantly plural: a chorus line.